SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
![]()
16.07.24
16:36:00 |
![]() |
1.620
|
1.640
|
CHF |
Volume |
65,000
|
65,000
|
Closing prev. day | 1.610 | ||||
Diff. absolute / % | 0.01 | +0.62% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1312995967 |
Valor | 131299596 |
Symbol | WNKAKV |
Strike | 110.00 USD |
Type | Warrants |
Type | Bear |
Ratio | 20.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | European |
Currency | Swiss Franc |
First Trading Date | 15/01/2024 |
Date of maturity | 31/12/2024 |
Last trading day | 20/12/2024 |
Settlement Type | Cash payout |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Vontobel |
Leverage | 1.41 |
Delta | -0.65 |
Gamma | 0.01 |
Vega | 0.17 |
Distance to Strike | -38.68 |
Distance to Strike in % | -54.23% |
Average Spread | 1.28% |
Last Best Bid Price | 1.61 CHF |
Last Best Ask Price | 1.63 CHF |
Last Best Bid Volume | 65,000 |
Last Best Ask Volume | 65,000 |
Average Buy Volume | 49,331 |
Average Sell Volume | 49,331 |
Average Buy Value | 77,486 CHF |
Average Sell Value | 78,474 CHF |
Spreads Availability Ratio | 86.82% |
Quote Availability | 86.82% |